TY  - JOUR
AU  - Sebastian Nick
PY  - 2016/04//
TI  - The Informational Efficiency of European Natural Gas Hubs: Price Formation and Intertemporal Arbitrage
JO  - The Energy Journal
VL  - Volume 37
DO  - 10.5547/01956574.37.2.snic
IS  - 2
KW  - Natural gas market
KW  - Informational efficiency
KW  - Nonlinear causality
KW  - Threshold error correction
KW  - Kalman filter
SN  - 1944-9089
UR  - http://www.iaee.org/en/publications/ejarticle.aspx?id=2750